After download, extract the ZIP file, then you can get an EXE file, open which, you can run Ultrasurf directly.

In case you come across with a Windows Security Alert, such as what you can see from the following image:

Just click on the "Allow access" button, then you can see an IE new tab of Wujie, which is the Chinese version of Ultrasurf, and you can unblock any blocked sites right away.

3. Set browser network proxy

On IE, you can use the Ultrasurf proxy service directly after connection, but on Chrome, Firefox, Safari or any other browser, you also need to set the network proxy to "127.0.0.1 : 9666".

Take Firefox for example, you can find the proxy settings page via the following path:

Preference –> Advanced –> Network –> Settings

Then select "Manual proxy configuration" to enter "127.0.0.1" & "9666" on the HTTP Proxy column, check the "Use this proxy server for all protocols" box, and click the "OK" button to save the change, as what you can see from the following image:

Instead to set the network proxy settings manually as mentioned above, you can also check out SwitchySharp and FoxyProxy to set them automatically.